Yes, There are multiple cases in which Bitcoins can be used illegally. Bitcoins bring with it, a notion of anonymity which allows people to transact without revealing their identity. This privilege can be highly misused. However all exchanges in the world mostly are following Anti Money Laundering and Know your customer Policy to avoid any illegal activity by any user of Bitcoins.
Anonymous is the biggest bitcoin problem and very serious thing that must be immediately resolved, it's time to wallet provider verifying bitcoin user identity, so if there are problems of course can be accountable.
How come that anonymity is a problem? This is a characteristic of bitcoin and others are just using it negatively. Some wallet providers already had that kind of feature. They are requiring for a government-issued ID (a picture of that ID), even they require the wallet user to take a selfie for verification, as well as verifying email and cellphone numbers. These type of wallet is already existing.